+296.4%
ARM vs WELL
+199.5%
+96.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.1% | +6.0% | +4.0% |
| 7D | +5.5% | -0.8% | +6.3% | +5.5% |
| 30D | -8.2% | -0.1% | -8.1% | -8.2% |
| 3M | -35.9% | +18.0% | -54.0% | -37.4% |
| 6M | +103.1% | +15.0% | +88.1% | +98.9% |
| YTD | +130.6% | +28.6% | +102.0% | +117.4% |
| 1Y | +86.1% | +42.9% | +43.2% | +68.1% |
| All | +296.4% | +199.5% | +96.9% | +144.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WELL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling